I think being 'thirsty' is about a kind of dissatisfaction or yearning. It's about feeling dissatisfied with the way things are and wanting something that can't be consumed to make your life better.
What does it mean, to be thirsty? Well, that's up for us to decide. I say it means feeling a kind of yearning or discontent about your life that can't be quenched by any amount of consumption.
However, what can satisfy that thirst? Perhaps that is the journey we constantly pursue.